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Volatility
49
Volatilität
48
Forecasting model
33
Prognoseverfahren
33
Börsenkurs
27
Share price
27
Capital income
23
Kapitaleinkommen
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Welt
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GARCH-MIDAS
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forecasting
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Behavioural finance
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Gupta, Rangan
54
Pierdzioch, Christian
18
Salisu, Afees A.
11
Bouri, Elie
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Bonato, Matteo
7
Ҫepni, Oğuzhan
7
Cepni, Oguzhan
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Demirer, Rıza
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Karmakar, Sayar
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Ogbonna, Ahamuefula Ephraim
5
Nielsen, Joshua
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Ji, Qiang
3
Nel, Jacobus
3
Plakandaras, Vasilios
3
Van Eyden, Reneé
3
Foglia, Matteo
2
Gabauer, David
2
Liao, Wenting
2
Liu, Ruipeng
2
Segnon, Mawuli
2
Sheng, Xin
2
Wu, Kejin
2
Çepni, Oğuzhan
2
Babalos, Vassilios
1
Balcilar, Mehmet
1
Bhimreddy, Komal S. R.
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Caraiani, Petre
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Cuñado Eizaguirre, Juncal
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Das, Sonali
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Depew, Briggs
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Fang, Libing
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Gillas, Konstantinos Gkillas
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Hall, Savanah
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Ivashchenko, Sergey
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Jaichand, Yuvana
1
Kim, Woo Joong
1
Konstantatos, Christoforos
1
Kunene, Desiree M.
1
Li, Haohua
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Department of Economics working paper series
NBER working paper series
688
Working paper / National Bureau of Economic Research, Inc.
646
Energy economics
610
NBER Working Paper
595
Discussion paper series / IZA
585
Finance research letters
545
MPRA Paper
447
Applied economics
439
International review of financial analysis
418
Journal of banking & finance
397
International review of economics & finance : IREF
381
The journal of futures markets
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Economic modelling
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Discussion paper / Centre for Economic Policy Research
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IMF Working Papers
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Journal of econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
302
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IZA Discussion Paper
272
Journal of empirical finance
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Applied financial economics
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Research in international business and finance
260
International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
242
Discussion paper / Tinbergen Institute
239
Journal of international money and finance
228
Journal of financial economics
210
Journal of risk and financial management : JRFM
207
Quantitative finance
190
IMF Staff Country Reports
186
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
181
Pacific-Basin finance journal
178
Physica A: Statistical Mechanics and its Applications
174
Journal of economic dynamics & control
167
International Journal of Energy Economics and Policy : IJEEP
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IMF working papers
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CESifo Working Paper Series
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ECONIS (ZBW)
55
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1
Does the introduction of US spot Bitcoin ETFs affect spot returns and
volatility
of major cryptocurrencies?
Babalos, Vassilios
;
Bouri, Elie
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521259
Saved in:
2
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
3
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
4
Energy market uncertainties and US state-level stock market
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
5
Presidential approval ratings and stock market performance in Latin America
Jaichand, Yuvana
;
Van Eyden, Reneé
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505056
Saved in:
6
Political geography and stock market
volatility
: the role of political alignment across sentiment regimes
Cepni, Oguzhan
;
Demirer, Rıza
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505058
Saved in:
7
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
8
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
9
Economic conditions and predictability of US stock returns
volatility
: local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
10
Climate risks and stock market
volatility
over a century in an emerging market economy : the case of South Africa
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
;
Pierdzioch, …
-
2023
Persistent link: https://www.econbiz.de/10014336437
Saved in:
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